+210.9%
HIMS vs EIX
+28.4%
+182.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.1% |
| 7D | -0.9% | +0.9% | -1.9% | -1.1% |
| 30D | -10.8% | -13.5% | +2.7% | -9.8% |
| 3M | +3.7% | -15.3% | +18.9% | +4.7% |
| 6M | +79.0% | -15.3% | +94.3% | +79.7% |
| YTD | -13.2% | +2.7% | -16.0% | -18.1% |
| 1Y | -43.3% | +17.4% | -60.7% | -48.8% |
| 3Y | +331.4% | -1.3% | +332.7% | +304.8% |
| All | +210.9% | +28.4% | +182.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling